4.00% p.a. Kick-In GOAL

Underlying: Nestlé / Novartis / Roche SSPA/EUSIPA Product Type: Barrier Reverse Convertibles (1230) SIX symbol: KAAQRU / Valor: 33686583 / ISIN: CH0336865834

Last update 17:13:18
  • Bid

    100.50 %
    Volume: 100'000

  • Ask

    101.50 %
    Volume: 100'000

Key figures

Coupon4.00% p.a.
Sideways return2.42% / 2.43% p.a.
Days to expiry356
Trading placeSIX SP Exchange
Settlementphysical
Redemption date23.09.2019

Tax information Switzerland

Withholding taxNo
Swiss income taxYes
Stamp taxYes

Product calendar

Fixing date14.09.2016
Last trading date16.09.2019
Coupon payment dates21.03.2017, 21.09.2017, 21.03.2018, 21.09.2018, 21.03.2019, 23.09.2019
Barrier touch date--
Expiry16.09.2019
Redemption date23.09.2019

Barrier information

Barrier64.00%
Distance to barrier worst1)35.28%
Barrier touchedNo
Barrier observationContinuous

SSPA risk figures

SSPA risk classLow (1)
SSPA VaR1.97%
SSPA risk calculated on24.09.2018
1) Prices are 15 Min. delayed